I am just starting to develop some time series analysis in Julia, and I was trying to understand which time series array format is the current standard or the most used? I know this is a tough question, but let me try and clarify. I started just checking out TimeSeries.jl, since it is listed on the JuliaStats page. I really wanted a library to handle indexing timestamps and then perform lags or first, second differences on the data.
TimeSeries.jl seems to have these features. But then I was trying some functions from HypothesisTests.jl on the the TimeArray, and there does not seem to be an implementation for TimeArrays in that package. That point alone does not mean anything, but it just made me wonder if people are using TimeArrays versus another array library.
Hence, I was wondering if DataFrames.jl was a more appropriate or common format for Time Series data lately?